Improved estimation of regression parameters in measurement error models - Kim, H.M.; Saleh, A.K.Md.Ehsanes (Journal of multivariate analysis, 2005)
Keywords: Asymptotic methods; Bias; Confidence regions; Decision theory; Empirical Bayes; Exact sciences and technology; Linear inference, regression; Linear regression; Linear regression Empirical Bayes Point estimation Confidence regions; Mathematics; Multivariate analysis; Parametric inference; Point estimation; Probability and statistics; Regression analysis; Sciences and techniques of general use; Statistics; Studies; Empirical Bayes; Confidence regions; 62J05; Linear regression; Point estimation; 62C12; 62F10; 62F25; 1991 subject classification: 62J05; Parameter estimation; Error estimation; Asymptotic behavior; Risk function; Multiple regression; Empirical Bayes estimation; Mean square error; Statistical method; Loss function; Stein estimator; Confidence set; Asymptotic bias; 62F25 Linear regression; Preliminary test; Measurement error; Biased estimation